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In this paper, a distributed tracking control scheme with distributed estimators has been developed for a leader–follower multi-agent system with measurement noises and directed interconnection topology. It is supposed that each follower can only measure the relative positions of its neighbors in a noisy environment, including the relative position of the second-order active leader. A neighbor-based tracking protocol together with distributed estimators is designed based on a novel velocity decomposition technique. It is shown that the closed loop tracking control system is stochastically stable in mean square and the estimation errors converge to zero in mean square as well. A simulation example is finally given to illustrate the performance of the proposed control scheme.